MathGroup Archive 2006

[Date Index] [Thread Index] [Author Index]

Search the Archive

Numerical solutions of SDE

  • To: mathgroup at smc.vnet.net
  • Subject: [mg64874] Numerical solutions of SDE
  • From: "Steeve Brechmann \(schumi\)" <steevebrechmann at yahoo.ca>
  • Date: Mon, 6 Mar 2006 05:01:30 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Hi everyone,
   
  Does someone know where can i find some Mathematica program that numerically solve stochastic differential equations (like the book of Peter E. Kloeden : Numerical solutions of stochastic differential equations) ?
   
  Regards, 
   
  Steeve Brechmann
   


  • Prev by Date: Re: Extract values and multilpicities from list
  • Next by Date: Re: Extract values and multilpicities from list
  • Previous by thread: Re: Optimizing memory
  • Next by thread: Re: Numerical solutions of SDE